+46.4%
FBTC vs EFV
+74.1%
-27.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | -9.2% | +2.5% | -11.7% | -11.3% |
| 30D | -15.8% | +2.9% | -18.7% | -18.0% |
| 3M | +8.7% | -1.4% | +10.1% | +10.1% |
| 6M | -13.6% | +5.5% | -19.2% | -17.8% |
| YTD | -21.5% | +16.1% | -37.5% | -31.4% |
| 1Y | -29.9% | +20.3% | -50.2% | -40.7% |
| All | +46.4% | +74.1% | -27.7% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling